+60.8%
LIN vs IEMG
+49.3%
+11.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.1% | -2.0% | -1.9% |
| 7D | -3.5% | +2.8% | -6.2% | -4.6% |
| 30D | -4.1% | +4.6% | -8.7% | -6.0% |
| 3M | -6.4% | +5.5% | -11.9% | -9.1% |
| 6M | -2.4% | +19.7% | -22.1% | -12.2% |
| YTD | +10.9% | +25.5% | -14.6% | -3.3% |
| 1Y | 0.0% | +35.5% | -35.5% | -17.0% |
| 3Y | +25.8% | +88.0% | -62.1% | -17.1% |
| 5Y | +60.8% | +50.6% | +10.3% | +24.0% |
| All | +60.8% | +49.3% | +11.6% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded IEMG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling